Heat oven to 300ø. Cover cookies sheet with aluminum foil, shiny side up; lightly grease. For each candy, place 3 pecan halves in a "Y" shape on foil. Place 1 caramel candy in center of each "Y". Bake just until caramel is melted, about 9 - 10 minutes. Heat shortening and chocolate chips over low heat just until chocolate is melted. Spread over candies and refrigerate 30 minutes.